One of my biggest gripes about the HP movies is that they left so much out of the later books, but Deathly Hallows Pt. 2 really is great.
Obviously I know you can't include EVERYTHING, but I actually like some of the changes they made to move the story along a bit.
I particularly liked how they made it so that it was Luna who suggested to Harry that he needed to search out someone who was dead to find Ravenclaw's lost diadem. (I also loved how they had her yelling at him to make him stop and listen to her).
As was also mentioned, I liked how Harry could "feel" or "hear" the horcruxes when they were present, it was great for moving the story...however, I was disappointed by how they showed him finding the diadem- because when he went into the room of requirement to hide his potions book in The Half-Blood Prince, he actually handled the thing when he was trying to mark the place where he'd hidden it so that he could go back. When he has this epiphany in Deathly Hallows- it makes it easier for him to find it. But that really is a rather minor complaint.
Another gripe is the final battle with Voldemort. It was definitely entertaining, but I personally loved how, in the book, they circled each other as the sun was rising with the entire cast/wizarding community surrounding them, spelling it out for each other and revealing the whole story to the world at last- Snape's vindication, WHY the Elder wand didn't actually work for Voldemort, how by Harry presenting himself for death, thus cast the same charm over everyone that his mother's sacrifice cast on him.
And finally, another sort of minor gripe- in the book, Harry repaired the holly and phoenix feather wand with the Elder wand. I loved that they had Harry destroy the wand, but I wish they'd shown him repairing his own wand first.